+152.4%
FTNT vs ABCL
+104.5%
+48.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -5.8% | +0.7% | -6.6% | -5.9% |
| 30D | -4.8% | +93.1% | -97.9% | -9.9% |
| 3M | +4.4% | +79.4% | -75.0% | -1.0% |
| 6M | +88.8% | +214.9% | -126.1% | +71.4% |
| YTD | +96.8% | +234.2% | -137.4% | +76.9% |
| 1Y | +104.5% | +174.8% | -70.3% | +85.6% |
| All | +152.4% | +104.5% | +48.0% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling